Probability weighted moments properties for small samples

DOI10.1016/J.SPL.2006.06.009MaRDI QIDQ871037zbMATHOpenAlexWikidataFDO

Authors Reinhard Furrer, Philippe Naveau

Publication date 15 March 2007

Published in Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.spl.2006.06.009

zbMATH Keywords

\(U\)-statisticsgeneralized Pareto distribution

Mathematics Subject Classification ID

Estimation in survival analysis and censored data (62N02) Applications of statistics to environmental and related topics (62P12) Inequalities; stochastic orderings (60E15) Characterization and structure theory of statistical distributions (62E10)

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Cites work

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• Likelihood-based inference for extreme value model
• Parameter and Quantile Estimation for the Generalized Pareto Distribution

Cited in

(5)

• The probability weighted characteristic function and goodness-of-fit testing
• Improving probability-weighted moment methods for the generalized extreme value distribu\-tion
• Estimation of the continuous ranked probability score with limited information and applications to ensemble weather forecasts
• An extension to empirical likelihood for evaluating probability weighted moments
• Partially smooth tail-index estimation for small samples

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